CME Australian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7162 |
0.7178 |
0.0017 |
0.2% |
0.7064 |
| High |
0.7205 |
0.7231 |
0.0027 |
0.4% |
0.7169 |
| Low |
0.7151 |
0.7156 |
0.0005 |
0.1% |
0.7037 |
| Close |
0.7177 |
0.7190 |
0.0013 |
0.2% |
0.7157 |
| Range |
0.0054 |
0.0075 |
0.0022 |
40.2% |
0.0132 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
132,341 |
91,529 |
-40,812 |
-30.8% |
432,509 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7417 |
0.7378 |
0.7231 |
|
| R3 |
0.7342 |
0.7303 |
0.7210 |
|
| R2 |
0.7267 |
0.7267 |
0.7203 |
|
| R1 |
0.7228 |
0.7228 |
0.7196 |
0.7248 |
| PP |
0.7192 |
0.7192 |
0.7192 |
0.7202 |
| S1 |
0.7153 |
0.7153 |
0.7183 |
0.7173 |
| S2 |
0.7117 |
0.7117 |
0.7176 |
|
| S3 |
0.7042 |
0.7078 |
0.7169 |
|
| S4 |
0.6967 |
0.7003 |
0.7148 |
|
|
| Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7468 |
0.7229 |
|
| R3 |
0.7384 |
0.7336 |
0.7193 |
|
| R2 |
0.7252 |
0.7252 |
0.7181 |
|
| R1 |
0.7205 |
0.7205 |
0.7169 |
0.7229 |
| PP |
0.7121 |
0.7121 |
0.7121 |
0.7133 |
| S1 |
0.7073 |
0.7073 |
0.7145 |
0.7097 |
| S2 |
0.6989 |
0.6989 |
0.7133 |
|
| S3 |
0.6858 |
0.6942 |
0.7121 |
|
| S4 |
0.6726 |
0.6810 |
0.7085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7231 |
0.7037 |
0.0194 |
2.7% |
0.0069 |
1.0% |
79% |
True |
False |
95,766 |
| 10 |
0.7231 |
0.6952 |
0.0279 |
3.9% |
0.0076 |
1.1% |
85% |
True |
False |
95,678 |
| 20 |
0.7271 |
0.6832 |
0.0440 |
6.1% |
0.0097 |
1.3% |
81% |
False |
False |
103,882 |
| 40 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0093 |
1.3% |
43% |
False |
False |
96,458 |
| 60 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0086 |
1.2% |
43% |
False |
False |
88,864 |
| 80 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0083 |
1.2% |
43% |
False |
False |
67,083 |
| 100 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0079 |
1.1% |
43% |
False |
False |
53,714 |
| 120 |
0.7669 |
0.6832 |
0.0838 |
11.6% |
0.0072 |
1.0% |
43% |
False |
False |
44,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7550 |
|
2.618 |
0.7427 |
|
1.618 |
0.7352 |
|
1.000 |
0.7306 |
|
0.618 |
0.7277 |
|
HIGH |
0.7231 |
|
0.618 |
0.7202 |
|
0.500 |
0.7194 |
|
0.382 |
0.7185 |
|
LOW |
0.7156 |
|
0.618 |
0.7110 |
|
1.000 |
0.7081 |
|
1.618 |
0.7035 |
|
2.618 |
0.6960 |
|
4.250 |
0.6837 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7194 |
0.7180 |
| PP |
0.7192 |
0.7171 |
| S1 |
0.7191 |
0.7161 |
|